Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.551 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47380.58 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45985.6 Kr¶

PnL: ---------------------------------------> -902.97 Kr¶

DD now: ---------------------------------> -2.569 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 15:08:23.689205'

Anic Portfolio¶

Today¶

Return: -0.114 %¶

This Week¶

Return: -1.111 %¶

Total¶

Return: 55.112 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HEBA B 70 0.130000 2793.000000 157.000000 5.960000 2636.000010
HMS Networks 2 15.790000 800.800000 127.800000 18.990000 673.000000
SAAB B 8 1.360000 3454.400000 77.400000 2.290000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 1.050000 396.100000 41.100000 11.580000 355.000000
MedCap 2 -0.430000 459.000000 38.000000 9.030000 421.000000
Corem Property Group B 59 -0.670000 613.010000 36.010000 6.240000 576.999999
Boozt 12 1.150000 1687.200000 33.200000 2.010000 1653.999996
AcadeMedia 12 -0.980000 579.840000 22.840000 4.100000 557.000004
Intrum 4 3.470000 548.600000 21.600000 4.100000 527.000000
Resurs Holding 22 -1.240000 594.440000 20.440000 3.560000 573.999998
Eastnine 4 0.640000 505.600000 14.600000 2.970000 491.000000
Swedbank A 3 -0.600000 576.300000 12.300000 2.180000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.550000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 0.190000 579.840000 9.840000 1.730000 570.000000
OEM International B 7 0.000000 537.600000 9.600000 1.820000 527.999997
Nordea Bank Abp 29 -0.230000 3460.860000 6.860000 0.200000 3453.999992
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Norva24 Group 16 0.060000 546.560000 3.560000 0.660000 543.000000
Samhällsbyggnadsbo. i Norden D 12 0.680000 249.360000 3.360000 1.370000 246.000000
Coor Service Management Hold. 8 0.000000 535.200000 3.200000 0.600000 532.000000
Creaspac SPAC 6 0.520000 580.200000 3.200000 0.550000 577.000002
Handelsbanken A 5 -0.140000 539.000000 -7.000000 -1.280000 546.000000
CTEK 13 -0.690000 525.460000 -8.540000 -1.600000 533.999999
Midsona B 63 1.570000 570.150000 -12.850000 -2.200000 582.999984
Essity B 2 -3.400000 540.200000 -33.800000 -5.890000 574.000000
International Petroleum Corp. 5 -0.270000 551.000000 -43.570000 -7.330000 594.565215
Essity A 4 -3.580000 1078.000000 -71.000000 -6.180000 1149.000000
Vivesto 1368 0.560000 536.530000 -76.470000 -12.470000 612.999432
Sampo Oyj SDB 7 -1.100000 3773.000000 -77.000000 -2.000000 3850.000000
Beijer Electronics Group 26 -9.110000 2854.800000 -116.200000 -3.910000 2971.000006
Fasadgruppen Group 35 0.190000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 1.540000 1424.700000 -239.300000 -14.380000 1663.999992
Axfood 13 -2.690000 3480.100000 -275.900000 -7.350000 3756.000001
Ovzon 52 0.380000 2771.600000 -590.400000 -17.560000 3361.999992
TOTAL 45985.600000 -902.970000 -2.56902% 46888.564618

Updated:¶

'2023-01-26 15:08:36.369735'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶